Andrea Ghezzi

A Sequential Benders-based Mixed-Integer Quadratic Programming Algorithm

  • Andrea Ghezzi
  • Wim Van Roy
  • Sebastian Sager
  • Moritz Diehl
    • Categories (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering, Optimization Software Benchmark Tags , , , ,

    For continuous decision spaces, nonlinear programs (NLPs) can be efficiently solved via sequential quadratic programming (SQP) and, more generally, sequential convex programming (SCP). These algorithms linearize only the nonlinear equality constraints and keep the outer convex structure of the problem intact, such as (conic) inequality constraints or convex objective terms. The aim of the presented … Read more

    A Voronoi-Based Mixed-Integer Gauss-Newton Algorithm for MINLP Arising in Optimal Control

  • Andrea Ghezzi
  • LeoS
  • Adrian Bürger
  • Clemens Zeile
  • Sebastian Sager
  • Moritz Diehl
    • Categories (Mixed) Integer Nonlinear Programming, Control Applications, Nonlinear Systems and Least-Squares Tags ,

    We present a new algorithm for addressing nonconvex Mixed-Integer Nonlinear Programs (MINLPs) where the cost function is of nonlinear least squares form. We exploit this structure by leveraging a Gauss-Newton quadratic approximation of the original MINLP, leading to the formulation of a Mixed-Integer Quadratic Program (MIQP), which can be solved efficiently. The integer solution of the … Read more